PLYY · Expected Move

GraniteShares YieldBOOST PLTR ETF · ETF

The expected move for PLYY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

PLYY straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current PLYY Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$0.98
30-Day ATM IV
176.8%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to PLYY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
PLYY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.30 $0.98 176.8% 71%
20261008 $1.30 $1.00 153.4% 61%
20261007 $1.30 $1.00 167.7% 67%
20261006 $1.35 $1.00 163.2% 65%
20261005 $1.35 $1.00 150.6% 60%
20261002 $1.02 $1.02 126.1% 50%
20261001 $1.05 $1.05 132.1% 52%
20260930 $1.00 $1.00 5.8% 0%
20260929 $3.08 $3.08 151.2% 60%
20260928 $1.10 $1.10 98.0% 38%
20260925 $1.07 $1.07 84.5% 32%
20260924 $1.10 $1.10 97.2% 38%
20260923 $1.10 $1.10 80.3% 30%
20260922 $1.12 $1.12 93.0% 36%
20260921 $1.12 $1.12 71.1% 27%
20260918 $1.25 $3.02 7.7% 0%
20260917 $1.25 $1.02 7.7% 0%
20260916 $1.25 $1.05 7.8% 0%
20260915 $1.30 $1.05 49.7% 17%
20260914 $1.32 $1.05 8.1% 0%
20260911 $1.33 $1.08 52.7% 0%
20260910 $1.33 $1.08 56.4% 1%
20260909 $1.35 $1.12 80.6% 14%
20260908 $1.38 $0.78 54.6% 0%
20260904 $1.35 $1.12 69.9% 8%
20260903 $1.38 $1.15 55.0% 0%
20260902 $1.12 $1.12 84.2% 3%
20260901 $1.32 $1.32 87.3% 5%
20260831 $1.32 $1.32 98.8% 11%
20260828 $1.32 $1.32 93.2% 8%
20260827 $1.35 $1.35 99.8% 12%
20260826 $1.57 $1.57 105.6% 16%
20260825 $1.42 $1.42 88.7% 5%
20260824 $1.65 $1.65 96.5% 10%
20260821 $1.65 $3.33 84.1% 3%
20260820 $1.67 $1.40 83.4% 2%
20260819 $1.67 $1.40 79.7% 0%
20260818 $1.70 $1.40 81.5% 0%
20260817 $1.75 $1.45 137.8% 5%
20260814 $1.77 $1.45 159.7% 24%
20260813 $1.80 $1.50 193.2% 53%
20260812 $1.80 $1.50 166.8% 30%
20260811 $1.83 $1.50 171.5% 34%
20260810 $2.42 $1.97 220.3% 77%
20260806 $2.30 $1.98 231.1% 87%
20260805 $2.10 $2.10 231.1% 87%
20260804 $2.12 $2.12 233.6% 89%
20260803 $2.12 $2.12 234.2% 89%
20260731 $2.15 $2.15 237.9% 93%
20260730 $2.17 $2.17 238.4% 93%
20260729 $2.17 $2.17 239.7% 94%
20260728 $2.15 $2.15 241.6% 96%
20260727 $2.20 $2.20 242.2% 96%
20260724 $2.22 $2.22 246.1% 100%
20260723 $2.28 $2.28 246.1% 100%
20260722 $2.30 $2.30 246.5% 100%
20260721 $2.35 $2.35 239.0% 100%
20260720 $2.38 $2.38 235.1% 100%
20260716 $2.15 $1.70 220.9% 99%
20260715 $2.17 $1.70 218.1% 96%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.